Trading with Concave Price Impact and Impact Decay—Theory and Evidence

• Natascha Hey

  Natascha Hey

  [email protected]

  Chair of Econophysics and Complex Systems, École Polytechnique, 91120 Palaiseau, France

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  ,
• Iacopo Mastromatteo

  Iacopo Mastromatteo

  [email protected]

  Capital Fund Management, 75007 Paris, France

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  ,
• Johannes Muhle-Karbe

  Corresponding Author

  Johannes Muhle-Karbe

  [email protected]

  https://orcid.org/0000-0002-9165-2244

  Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom

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  ,
• Kevin Webster

  Kevin Webster

  [email protected]

  Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom

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